I started with a little flat bar that had adjustable height. I started with it on the lowest height and only grinding half the rail. Once I got grinding the whole thing down I moved it up to the middle height and did the same thing. Then I moved it up to the highest (which is only like a foot and a half) and did the same thing. Then I made it so it was a downrail, then made it so it was a cannon rail. Once I mastered everything on that rail I didn't really do anything on rails (only boxes).
Then one day, Skatebarn got this huge round rail that's like 15-20' and about 2' high. There's like 4 supports so I started with doing one section, then I did half of it, and one day I actually did the whole rail. Then I tried this fairly low handrail thing at Skatebarn, then I tried the normal sized handrail down the 6 stair at Skatebarn.
It's all about working your way up. If you work your way up well then you'll almost never be scared to hit a rail. Even though it took me weeks to nut up and try the 6 stair handrail.